Joe, Harry
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1

High-dimensional factor copula models with estimation of la..:

Fan, Xinyao ; Joe, Harry
Journal of Multivariate Analysis.  201 (2024)  - p. 105263 , 2024
 
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2

Copula-based conditional tail indices:

Coia, Vincenzo ; Joe, Harry ; Nolde, Natalia
Journal of Multivariate Analysis.  201 (2024)  - p. 105268 , 2024
 
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5

Multivariate directional tail-weighted dependence measures:

Li, Xiaoting ; Joe, Harry
Journal of Multivariate Analysis.  203 (2024)  - p. 105319 , 2024
 
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7

Margin‐closed vector autoregressive time series models:

Zhang, Lin ; Joe, Harry ; Nolde, Natalia
Journal of Time Series Analysis.  45 (2023)  2 - p. 269-297 , 2023
 
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9

Estimation of multivariate tail quantities:

Li, Xiaoting ; Joe, Harry
Computational Statistics & Data Analysis.  185 (2023)  - p. 107761 , 2023
 
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10

Predicting times to event based on vine copula models:

Pan, Shenyi ; Joe, Harry
Computational Statistics & Data Analysis.  175 (2022)  - p. 107546 , 2022
 
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11

Conditional Inferences Based on Vine Copulas with Applicati..:

Pan, Shenyi ; Joe, Harry ; Li, Guofu
Journal of Financial Econometrics.  21 (2021)  3 - p. 714-741 , 2021
 
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12

Count Time Series: A Methodological Review:

Davis, Richard A. ; Fokianos, Konstantinos ; Holan, Scott H....
Journal of the American Statistical Association.  116 (2021)  535 - p. 1533-1547 , 2021
 
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15

Estimating Dependence Among Lumber Strength Properties With..:

Cai, Yanling ; Joe, Harry ; Pan, Shenyi
Frontiers in Applied Mathematics and Statistics.  6 (2021)  - p. , 2021
 
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